Analysts’ Dividend Forecasts, Portfolio Selection, and Market Risk Premia

DOI10.1007/978-3-540-77903-2_39zbMath1209.91176MaRDI QIDQ5391920

Wolfgang Breuer, Marc Gürtler, Franziska Feilke

Publication date: 7 April 2011

Published in: Operations Research Proceedings (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/10419/55237

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

91G70: Statistical methods; risk measures

91G10: Portfolio theory

Cites Work

• Common risk factors in the returns on stocks and bonds